RobHayward's derivative [13 articles] Export

Recent papers added to RobHayward's library classified by the tag derivative. You can also see everyone's derivative.

	Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering) [My Copy] (07 September 1998) posted to smile option fx derivative by RobHayward on 2009-09-11 10:30:33 as
	Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions [My Copy] Energy Economics, Vol. 23, No. 3. (May 2001), pp. 279-293. by W. Buchanan posted to behaviour derivative forecast information by RobHayward on 2009-05-15 15:47:52 as
	Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports [My Copy] Energy Economics, Vol. 26, No. 3. (May 2004), pp. 425-445. by D. Sanders posted to behaviour derivative hedge information sentiment by RobHayward on 2009-05-15 11:20:35 as
	Futures trading activity and predictable foreign exchange market movements [My Copy] Journal of Banking & Finance, Vol. 28, No. 5. (May 2004), pp. 1023-1041. by C. Wang posted to derivative fx sentiment by RobHayward on 2009-05-15 09:50:36 as
	Futures prices as risk-adjusted forecasts of monetary policy☆ [My Copy] Journal of Monetary Economics, Vol. 55, No. 4. (May 2008), pp. 677-691. by M. Piazzesi, E. Swanson posted to derivative forecast money by RobHayward on 2008-12-11 09:57:07 as
	Financial Innovation and Risk Management: An Introduction to Credit Derivatives [My Copy] Jouornal of Applied Finance (2005) by Kyle Brandon, Frank A. Fernandez posted to cdo cds credit derivative by RobHayward on 2008-08-14 07:51:57 as along with 1 person andrest
	On the Direction of Preference for Moments of Higher Order than the Variance [My Copy] The Journal of Finance, Vol. 35, No. 4. (September 1980), pp. 915-919. by Robert C. Scott, Philip A. Horvath posted to derivative risk welfare by RobHayward on 2008-08-13 17:19:36 as
	Optimal Currency Hedging [My Copy] (April 2003) by Rui Albuquerque posted to behaviour derivative forward hedge option by RobHayward on 2008-08-05 06:32:01 as
	Collateralized Debt Obligations and Credit Risk Transfer by [My Copy] Yale ICF Working Paper No 07-06 by Douglas Lucas, Laurie Goodman, Frank Fabozzi posted to credit derivative finance innovation by RobHayward on 2008-07-31 10:48:58 as
	The Promise and Perils of Credit Derivatives [My Copy] U of Penn, Inst for Law & Econ Research, No. 06-22. by David A. Skeel, F. Partnoy posted to credit derivative finance by RobHayward on 2008-07-31 10:46:20 as
	Is the 2007 U.S. Sub-Prime Financial Crisis so Different? An International Historical Comparison [My Copy] Social Science Research Network Working Paper Series (January 2008) by Carmen M. Reinhart, Kenneth Rogoff posted to bank bubble derivative finance house innovation by RobHayward on 2008-03-12 06:15:16 as
	Stochastic skew in currency options [My Copy] Journal of Financial Economics, Vol. 86, No. 1. (October 2007), pp. 213-247. by Peter Carr, Liuren Wu posted to derivative fx options by RobHayward on 2007-09-17 08:14:48 as
	Financial Instrument for Mitigating Credit Risk [My Copy] FRBSF Economic Letter, No. 34. (2001) by Jose A. Lopez posted to credit derivative risk by RobHayward on 2007-08-21 12:37:32 as

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RobHayward's derivative [13 articles] Export

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